+284.8%
INTC vs TRU
+238.0%
+46.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.9% | +10.4% | +6.7% |
| 7D | +7.1% | -6.8% | +13.8% | +9.6% |
| 30D | -5.2% | 0.0% | -5.2% | -5.6% |
| 3M | -14.3% | +13.3% | -27.6% | -20.4% |
| 6M | +110.2% | +3.4% | +106.7% | +100.5% |
| YTD | +159.6% | -6.4% | +166.0% | +155.2% |
| 1Y | +289.3% | -9.7% | +299.0% | +283.7% |
| 3Y | +166.1% | +0.1% | +165.9% | +139.9% |
| 5Y | +94.4% | -34.0% | +128.4% | +105.4% |
| 10Y | +227.7% | +147.9% | +79.8% | +105.7% |
| All | +284.8% | +238.0% | +46.8% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling